Gated Bayesian networks for algorithmic trading

Marcus Bendtsen, Jose M. Peña. Gated Bayesian networks for algorithmic trading. Int. J. Approx. Reasoning, 69:58-80, 2016. [doi]

@article{BendtsenP16,
  title = {Gated Bayesian networks for algorithmic trading},
  author = {Marcus Bendtsen and Jose M. Peña},
  year = {2016},
  doi = {10.1016/j.ijar.2015.11.002},
  url = {http://dx.doi.org/10.1016/j.ijar.2015.11.002},
  researchr = {https://researchr.org/publication/BendtsenP16},
  cites = {0},
  citedby = {0},
  journal = {Int. J. Approx. Reasoning},
  volume = {69},
  pages = {58-80},
}